The Sydney finance worker who was shot dead by police after stabbing a woman he briefly dated after meeting her on Tinder had previously stalked and attempted to blackmail a Fox News reporter in the US when she tried to end their relationship.

Paul Lambert, 36, was killed by police outside Coffs Harbour after he stabbed Dr Angela Jay, 28, and doused her with petrol in her Port Macquarie home on Thursday night.

It was previously reported that Lambert was deported from the US last year for breaching a restraining order against another woman.

The woman has now been named as Fox News reporter Brittany Ann Keil, who Lambert also met on dating app Tinder while holidaying in Florida with his wife in October 2014, The Courier Mail reports.

Keil did not know Lambert was married and while they did not meet during his holiday they remained in touch after he returned to Queensland.

He reportedly told the journalist his father and best friend had died and she was the only person who cared.

A former friend of Lambert said he had been an avid liar since he was in high school and would often make up stories about people close to him dying.

Lambert reportedly told Keil he had "mental problems" as a result of a head injury while hiking, and when she tried to cut communication with him he claimed he had no memory of it because of that injury.

He travelled to the US to be with Keil, telling her he had given up his life in Australia to "make it work". But they only dated for three weeks in April last year.

Lambert reportedly then told Keil he was dying of a brain tumour and bombarded her with calls, emails and Facebook messages until police helped Keil construct an email making clear she would take legal action if he did not stop.

He reportedly demanded money from her and threatened to "take things further" before sending emails from different accounts and claiming he had multiple personalities.

He also reportedly claimed to have told Keil he had a twin brother who she had dated without knowing, though that was untrue.

On May 11 Lambert was arrested in Orlando for stalking and extortion.

A police report said Lambert had confessed to harassing Keil and lying about having a brain tumour and twin brother.

"He stated pretty much all of the things he had ever told her since October were lies or exaggerations of the truth," the report said.